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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1281052105 Security: 128105210 Symbol: SX55JZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.12.2023
Key Information Document DE 13.12.2023
Key Information Document EN 13.12.2023
Key Information Document FR 13.12.2023
Key Information Document IT 13.12.2023

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date20.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -88.94%
Year to date (YTD) -87.85%
1 month -48.00%
3 months -69.77%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.13
Underlying price on issue4'545.42
Premium0.11%
Premium p.a.0.37%
Leverage20.35
Implied volatility0.18

Reference data

ISIN CH1281052105
Symbol SX55JZ
Security 128105210
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'500.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 13.12.2023

Key figures

Premium 11.46%
Premium p.a. 37.35%
Leverage 195.82
Implied volatility 17.80%
Moneyness out-of-the-money
Leverage 20.3467
Delta -0.1039
Gamma 0.0000
Theta -0.0015
Rho -0.0092
Vega 0.0244
Fair value 0.13
Intrinsic value n.a.
Break-even 4'474.19
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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